Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.406265 0.449987 0.498785 0.557761 0.627749 0.708985 0.811658
2025-11-09 0.341885 0.394415 0.456866 0.537912 0.642372 0.775553 0.963611
2025-11-16 0.308052 0.366381 0.439146 0.539080 0.677049 0.868071 1.167396
2025-11-23 0.289967 0.354008 0.437325 0.557748 0.735088 1.001418 1.467108
2025-11-30 0.270239 0.336518 0.425572 0.559581 0.767619 1.102555 1.749728
2025-12-07 0.252272 0.319176 0.411454 0.555044 0.788242 1.187621 2.035473
2025-12-14 0.236127 0.302678 0.396482 0.546637 0.800218 1.259262 2.324653
2025-12-21 0.220811 0.286009 0.379522 0.532709 0.799975 1.307388 2.583814
2025-12-28 0.213814 0.280634 0.378637 0.544077 0.845503 1.456486 3.184908
2026-01-04 0.209147 0.278197 0.381797 0.562219 0.906453 1.656688 4.098773
2026-01-11 0.199594 0.267739 0.371469 0.555792 0.918352 1.748763 4.745928
2026-01-18 0.194115 0.263068 0.369897 0.564521 0.962372 1.934678 5.991974
2026-01-25 0.183248 0.249703 0.353641 0.545581 0.946384 1.962752 6.596361
2026-02-01 0.172173 0.235473 0.335111 0.520803 0.914247 1.937956 6.916002
2026-02-08 0.166402 0.229274 0.329528 0.519913 0.935677 2.078224 8.505728
2026-02-15 0.164206 0.228574 0.333074 0.536834 1.001554 2.387306 12.337748
2026-02-22 0.159580 0.223685 0.329047 0.538289 1.030429 2.589200 16.338747
2026-03-01 0.154371 0.217578 0.322484 0.533907 1.043821 2.743066 20.955078
2026-03-08 0.148979 0.210921 0.314548 0.525935 1.046542 2.858570 26.257912
2026-03-15 0.143169 0.203330 0.304541 0.512768 1.033287 2.903306 30.945907
2026-03-22 0.141166 0.201988 0.305693 0.523501 1.088276 3.287141 54.982500
2026-03-29 0.140104 0.202161 0.309589 0.540621 1.165984 3.855089 142.141978
2026-04-05 0.136051 0.197057 0.303391 0.534556 1.172906 4.053488 261.033884